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Credit risk
USA
47
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47
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42
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42
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34
Kapitaleinkommen
34
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33
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Wu, Chunchi
17
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8
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3
Yeh, Chung-Ying
3
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2
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1
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1
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The journal of fixed income
4
Journal of banking & finance
3
Advances in Pacific Basin business, economics, and finance
2
Annals of finance
1
Journal of Banking & Finance
1
Journal of financial economics
1
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ECONIS (ZBW)
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1
Taxes, default risk, and credit spreads
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 71-85
Persistent link: https://www.econbiz.de/10002421474
Saved in:
2
On the calibration of structural credit spread models
Qi, Howard
;
Liu, Sheen
;
Wu, Chunchi
- In:
Annals of finance
5
(
2009
)
2
,
pp. 189-208
Persistent link: https://www.econbiz.de/10003813195
Saved in:
3
The effects of default and call risk on bond duration
Xie, Yan Alice
;
Liu, Sheen
;
Wu, Chunchi
;
Anderson, Bing
- In:
Journal of banking & finance
33
(
2009
)
9
,
pp. 1700-1708
Persistent link: https://www.econbiz.de/10003872871
Saved in:
4
Optimal trading and tax option value of defaultable bonds with asymmetric capital gain taxes
Chen, Peter Huaiyu
;
Liu, Sheen X.
;
Wu, Chunchi
- In:
Advances in Pacific Basin business, economics, and finance
7
(
2019
),
pp. 27-62
Persistent link: https://www.econbiz.de/10012582240
Saved in:
5
Further evidence of momentum in corporate bond returns
Lin, Hai
;
Tao, Xinyuan Stacie
;
Wang, Junbo
;
Wu, Chunchi
- In:
Advances in Pacific Basin business, economics, and finance
8
(
2020
),
pp. 65-97
Persistent link: https://www.econbiz.de/10012601390
Saved in:
6
What drives systemic state credit risk? : evidence from the State Credit Default Swap (CDS) market
Liu, Sheen
;
Wu, Chunchi
;
Yeh, Chung-Ying
;
Yoo, Woongsun
- In:
The journal of fixed income
28
(
2019
)
4
,
pp. 5-45
Persistent link: https://www.econbiz.de/10012251375
Saved in:
7
Volatility and the cross-section of corporate bond returns
Chung, Kee H.
;
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of financial economics
133
(
2019
)
2
,
pp. 397-417
Persistent link: https://www.econbiz.de/10012165603
Saved in:
8
Liquidity, credit quality, and the relation between volatility and trading activity : evidence from the corporate bond market
Wang, Junbo
;
Wu, Chunchi
- In:
Journal of banking & finance
50
(
2015
),
pp. 183-203
Persistent link: https://www.econbiz.de/10010509587
Saved in:
9
Dissecting corporate bond and CDS spreads
Lin, Hai
;
Liu, Sheen
;
Wu, Chunchi
- In:
The journal of fixed income
20
(
2010/11
)
3
,
pp. 7-39
Persistent link: https://www.econbiz.de/10008858616
Saved in:
10
Counterparty credit risk in the municipal bond market
Chung, San-Lin
;
Kao, Chen-Wei
;
Wu, Chunchi
;
Yeh, Chung-Ying
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 7-33
Persistent link: https://www.econbiz.de/10011399821
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